Why does my rig fly away in game engine
You have all the parts of your robot set as Static, thus your Dynamic rig is colliding with the parts of the robot, which does not work.
To fix that just set every part of your robot, except for the rig to be No collision. 

A easy way to do it is to, is set one piece as No collision. Then select all of your robot (I used Border select B in wireframe mode so I would not miss any pices); make sure that piece you set to No collision is the active selection, meaning it is lighter orange (selected last) and press space and search for Copy Game Physics Properties to Selected. 

Animation showing setting all pieces as no collision